Our client is a leading Energy Trading house loacted in Stamford , and they are currently looking for a Quantitaive Develper to join there fast growing team
Reporting to Senior Risk Manager you will develop new tools/models and validate existing models relating to Commodities. Candidate must be proficient in VAR methodologies, scenario analysis, and stress testing. Ideal candidate will have 3 years experience in Commodity Risk Management, a Graduate degree, and working knowledge with C++ and/or Java and VBA.
